I was reading about Sessions in this article https://auth0.com/docs/users/sessions
It says when a user logs in, two types of sessions are create
Two sessions are created:
The local session (storezero.io): Allows the application to know if a user is authenticated.
The session on the Authorization Server (storezero.auth0.com): Allows the Authorization Server to know if a user is authenticated and optionally, tracks other information. For example, the Authorization Server can track whether a user has authenticated using MFA. If so, the next time the user arrives at the Authorization Server, they won't need to see a login page or be prompted to use MFA again.
It says "the next time the user arrives at the Authorization Server, they won't need to see a login page or be prompted to use MFA again."
What does this sentence exactly mean? why wouldn't they see a login page?
What role does the session on the Authorization server? Why is it important to store sessions in the authorization server? If we use JWT tokens to authenticate, I don't see any use in storing the sessions on the server. (Because JWT tokens can be validated by the resource server and don't need to communicate with the authorization server)